Mika
Vaihekoski
Professor, Department of Accounting and Finance
Professor of Finance
Areas of expertise
finance
asset pricing
portfolio management
corporate finance
financial history
econometrics
Biography
Mika Vaihekoski is Professor of Finance at the University of Turku (UTU), Turku School of Economics, Department of Accounting and Finance.
Vaihekoski got his M.Sc. in economics and business administration from Turku School of Economics, and a D.Sc in finance from Hanken School of Economics. During his doctoral studies he was also a student at the Graduate School of Finance and Financial Accounting. With the help of the ASLA-Fulbright scholarship Vaihekoski also visited Kellogg Graduate School of Management at the Northwestern University in the USA.
Prior to joining Turku School of Economics / University of Turku in 2008, he was appointed as an Assistant Professor of Finance at the Helsinki School of Economics and as the Director of the Finance Institute at LTT Research Ltd from 2000 to 2004. In 2004, he was appointed as a Professor of Finance at the Lappeenranta University of Technology.
Teaching
- LRS34 Financial Econometrics
- LRS31 Asset Pricing and Portfolio Theory
- LRS28 Advanced Corporate Finance
- LRS25 Financial Modeling and Simulation
- LR05 Intermediate Finance
- Master's Thesis Seminar
Research
Vaihekoski has published several articles in finance journals. He is currently also an assiciate editor the European Journal of Finance and International Journal of Portfolio Analysis and Management. His research interests included financial markets, asset pricing, corporate finance, portfolio management, financial econometrics, and financial history.
Publications
Revisiting Stock Market Index for the Helsinki Stock Exchange 1912–1981 (2024)
Journal of Risk and Financial Management
(Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1))
ESG and firm performance: Evidence from the Nordic countries (2023)
Nordic Journal of Business
(Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1))
Countercyclical and time-varying reward to risk and the equity premium (2023)
Research in International Business and Finance
(Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1))
Rahoitusalan sovellukset ja Excel (3. uudistettu painos) (2022)
(O2 Muu julkaisu )Time-Variation of Dual-Class Premia (2022)
Nordic Journal of Business
(Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1))
Helsinki Stock Exchange: trading and listed securities, 1912–1981 (2022)
Financial History Review
(Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1))
Expected and realized returns in conditional asset pricing: A new testing approach (2019)
Journal of Empirical Finance
(Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1))
Equity Premium in Finland (2017)
(Vertaisarvioitu artikkeli kokoomateoksessa (A3))Countercyclical and Time-Varying Risk Aversion and the Equity Risk Premium (Esitys 21st Annual European Conference of the Financial Management Association International-konferensissa) (2017)
Annual European Conference of the Financial Management Association International
(O2 Muu julkaisu )
Expected and realized returns in conditional asset pricing models: A new testing approach (Esitys European financial management association annual meeting -konferenssissa, Basel 29.6.-2.7. 2016) (2016)
Eastern finance association annual meeting, Proceedings of the Annual Meeting of the Eastern Finance Association
(O2 Muu julkaisu )